基于传导变换的马尔可夫链平稳分布的研究  

The Researches of the Stationary Distribution for Markov Chain Based on Conductive Transformation

作　　者：史纪磊 朱树海[1] 李日华[2] SHI Ji-lei ZHU Shu-hai LI Ri-hua(Academic College, Ningbo Dahongying University, Ningbo 315327, China Faculty of Elementary Education, Naval Aeronautical Engineering Institute, Yantai 264001, China)

机构地区：[1]宁波大红鹰学院基础学院,浙江宁波315327 [2]海军航空工程学院基础部,山东烟台264001

出　　处：《数学的实践与认识》2017年第18期206-212,共7页Mathematics in Practice and Theory

基　　金：浙江省教育厅科研项目资助(Y201636737);浙江省教育厅科研项目资助(Y201636738);浙江省科技厅科研项目资助(2017C35088)

摘　　要：利用可拓学中的参变量事元描述随机过程,引入了随机过程元的概念,建立了随机过程的可拓模型.利用随机事元刻画随机过程的状态,引入了随机状态元和随机状态元集的概念,给出了马尔可夫事元链模型.利用随机状态元的可拓性以及传导变换对马尔可夫链及其平稳分布进行了初步的拓展研究.In this paper, using the parametric variable event element of the Extenics to describe the stochastic process, the definition of stochastic process element is given, the extension model of stochastic process is established. Using the random state element to describe the state of stochastic process, the random state element and the random state element set are defined, the model of Markov Element Chain is established. This paper conducted the preliminary extensive study on the Markov Chain and the stationary distribution by the extension of random state element and the conductive transformation.

关 键 词：随机过程 马尔可夫链 传导变换 平稳分布 随机状态元 

分 类 号：O211.62[理学—概率论与数理统计]